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CAPM
Börsenkurs
55,194
Share price
53,700
Portfolio-Management
51,963
Portfolio selection
51,617
Theorie
38,960
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38,509
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Zaremba, Adam
68
Fabozzi, Frank J.
42
Campbell, John Y.
31
Jarrow, Robert A.
31
Ferson, Wayne E.
30
Harvey, Campbell R.
30
Bekaert, Geert
29
Bali, Turan G.
26
Cakici, Nusret
26
Kelly, Bryan T.
26
Stambaugh, Robert F.
26
Lo, Andrew W.
25
Polk, Christopher
25
Ang, Andrew
23
Cochrane, John H.
23
Zhang, Lu
23
Bansal, Ravi
22
He, Xue-zhong
22
Blitz, David
19
Lee, Cheng F.
19
Pedersen, Lasse Heje
19
Hens, Thorsten
18
Sehgal, Sanjay
18
Sentana, Enrique
18
Korajczyk, Robert A.
17
Stulz, René M.
17
Zhou, Guofu
17
Bodie, Zvi
16
Kakushadze, Zura
16
Pástor, Ľuboš
16
Satchell, Stephen
16
Bossaerts, Peter L.
15
Faff, Robert W.
15
Fletcher, Jonathan
15
Malamud, Semyon
15
Prokopczuk, Marcel
15
Timmermann, Allan
15
Zhong, Angel
15
Cotter, John
14
Guidolin, Massimo
14
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2
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Centre for Economic Policy Research
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Chambre de commerce et d'industrie de Paris
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Ekonomiska forskningsinstitutet <Stockholm>
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Rodney L. White Center for Financial Research
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
University of California Los Angeles / Department of Economics
2
Universität Augsburg / Institut für Statistik und Mathematische Wirtschaftstheorie
2
Western Finance Association
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Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
American Institute of Certified Public Accountants
1
Association for Investment Management and Research
1
Australian National University / Faculty of Economics and Commerce
1
Bonn Graduate School of Economics
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Center for Economic Policy Studies
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Danmarks Nationalbank
1
David Eccles School of Business
1
Department of Agricultural Economics, Purdue University
1
Eberhard Karls Universität Tübingen
1
Eric Cuvillier <Firma>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European Central Bank
1
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1
Friedrich-Schiller-Universität Jena
1
Friedrich-Schiller-Universität Jena / Wirtschaftswissenschaftliche Fakultät
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Gottfried Wilhelm Leibniz Universität Hannover
1
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Journal of financial economics
151
Journal of banking & finance
133
NBER working paper series
132
Finance research letters
120
Working paper / National Bureau of Economic Research, Inc.
98
Journal of empirical finance
96
NBER Working Paper
93
Management science : journal of the Institute for Operations Research and the Management Sciences
83
International review of financial analysis
81
International review of economics & finance : IREF
70
Pacific-Basin finance journal
70
The journal of finance : the journal of the American Finance Association
65
Journal of economic dynamics & control
62
Research paper series / Swiss Finance Institute
61
The review of financial studies
61
Applied economics
58
Journal of international financial markets, institutions & money
55
The North American journal of economics and finance : a journal of financial economics studies
53
The European journal of finance
50
Economics letters
45
Quantitative finance
44
Discussion papers / CEPR
43
Economic modelling
43
Journal of investment management : JOIM
40
Applied economics letters
37
International journal of theoretical and applied finance
37
Research in international business and finance
37
Review of quantitative finance and accounting
37
The journal of asset management
37
Journal of financial and quantitative analysis : JFQA
36
The journal of portfolio management : a publication of Institutional Investor
36
Journal of financial markets
35
Finance and stochastics
33
Annals of finance
32
Journal of risk and financial management : JRFM
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
European journal of operational research : EJOR
31
Swiss Finance Institute Research Paper
31
International journal of economics and finance
29
Journal of econometrics
29
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ECONIS (ZBW)
8,196
EconStor
22
OLC EcoSci
5
RePEc
3
Showing
1
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10
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8,226
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date (oldest first)
1
The role of data limitations, seasonality and frequency in asset pricing models
Murtazashvili, Irina
;
Vozlyublennaia, Nadia
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 555-574
Persistent link: https://www.econbiz.de/10009623546
Saved in:
2
Generalized conditional moments and international asset pricing
Lee, Wai
-
1994
Persistent link: https://www.econbiz.de/10000916148
Saved in:
3
Mean-reverting expected returns and seasonality in the contrarian investment strategy
Jones, Steven L.
-
1988
Persistent link: https://www.econbiz.de/10000874844
Saved in:
4
A tale of two anomalies : higher returns of low-risk stocks and return seasonality
Fiore, Christopher
;
Saha, Atanu
- In:
The financial review : the official publication of the …
50
(
2015
)
2
,
pp. 257-273
Persistent link: https://www.econbiz.de/10011282741
Saved in:
5
Three essays on predictability and seasonality in the cross-section of stock returns
Bogousslavsky, Vincent
-
2017
Persistent link: https://www.econbiz.de/10011903110
Saved in:
6
Factor seasonalities : international and further evidence
Mercik, Aleksander
;
Cupriak, Daniel
;
Zaremba, Adam
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014581028
Saved in:
7
Seasonality in the cross-section of cryptocurrency returns
Long, Huaigang
;
Zaremba, Adam
;
Demir, Ender
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012439072
Saved in:
8
The January seasonality and the performance of country-level value and momentum strategies
Zaremba, Adam
- In:
Copernican Journal of Finance & Accounting : CJF&A
4
(
2015
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10012221343
Saved in:
9
Anomalies, risk adjustment and seasonality : Australian evidence
Zhong, Angel
;
Manapon Limkriangkrai
;
Gray, Philip K.
- In:
International review of financial analysis
35
(
2014
),
pp. 207-218
Persistent link: https://www.econbiz.de/10010530242
Saved in:
10
Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals
Karavias, Yiannis
;
Spilioti, Stella
;
Tzavalis, Elias
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1593-1621
Persistent link: https://www.econbiz.de/10012549879
Saved in:
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